+355.1%
AEM vs ELV
+280.2%
+74.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | -2.1% | +3.2% | -5.3% | -2.4% |
| 30D | +8.4% | +5.4% | +3.1% | +8.0% |
| 3M | +27.3% | +5.4% | +21.9% | +26.6% |
| 6M | -9.7% | +45.7% | -55.4% | -12.4% |
| YTD | +19.0% | +21.2% | -2.2% | +16.7% |
| 1Y | +31.5% | +35.6% | -4.1% | +27.8% |
| 3Y | +338.7% | -2.0% | +340.7% | +335.2% |
| 5Y | +307.4% | +26.0% | +281.4% | +298.6% |
| All | +355.1% | +280.2% | +74.8% | +359.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling